Stochastic process
Banks look to cut corners on CVA computation
Cutting CVA corners
Analysing common processes used to model energy prices
An introduction to energy spot price processes
Quants of the year: Jesper Andreasen and Brian Huge, Danske Bank
Risk awards 2012
Cutting Edge introduction: requiem for a probabilist
Requiem for a probabilist
Proxy modelling develops under Solvency II
The alternative route